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Big Vol Buying And Position Closing In Rates

OPTIONS

Monday's Europe rates / bond options flow included:

  • DUK3 105.6/105.8 call spread bought for 12.25 in 16.6k
  • OEK3 113 puts bought for 7 in 5k
  • RXJ3 135/133/131 put fly bought for 28.5/29.5 in 20k
  • RXK3 128/126 put spread bought for 9.5 in 5k
  • RXM3 125.00/122.00 put spread sold out at 13 in 3k
  • ERU3 96.625^ bought for 80 in 62.5k
  • ERU3 95.75/95.50/95.25 put fly sold out at 1.25 in 43k

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